CapitaLand Investment (Germany) Market Value
| 5NU Stock | 1.99 0.02 1.02% |
| Symbol | CapitaLand |
CapitaLand Investment 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to CapitaLand Investment's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of CapitaLand Investment.
| 10/28/2025 |
| 01/26/2026 |
If you would invest 0.00 in CapitaLand Investment on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding CapitaLand Investment Limited or generate 0.0% return on investment in CapitaLand Investment over 90 days. CapitaLand Investment is related to or competes with G-III APPAREL, PSI Software, Progress Software, G III, and SBM OFFSHORE. More
CapitaLand Investment Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure CapitaLand Investment's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess CapitaLand Investment Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.92 | |||
| Information Ratio | 0.1119 | |||
| Maximum Drawdown | 7.51 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 2.6 |
CapitaLand Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CapitaLand Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CapitaLand Investment's standard deviation. In reality, there are many statistical measures that can use CapitaLand Investment historical prices to predict the future CapitaLand Investment's volatility.| Risk Adjusted Performance | 0.1288 | |||
| Jensen Alpha | 0.2087 | |||
| Total Risk Alpha | 0.0935 | |||
| Sortino Ratio | 0.0792 | |||
| Treynor Ratio | 1.3 |
CapitaLand Investment January 26, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.1288 | |||
| Market Risk Adjusted Performance | 1.31 | |||
| Mean Deviation | 0.9537 | |||
| Semi Deviation | 1.09 | |||
| Downside Deviation | 1.92 | |||
| Coefficient Of Variation | 589.58 | |||
| Standard Deviation | 1.36 | |||
| Variance | 1.84 | |||
| Information Ratio | 0.1119 | |||
| Jensen Alpha | 0.2087 | |||
| Total Risk Alpha | 0.0935 | |||
| Sortino Ratio | 0.0792 | |||
| Treynor Ratio | 1.3 | |||
| Maximum Drawdown | 7.51 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 2.6 | |||
| Downside Variance | 3.68 | |||
| Semi Variance | 1.19 | |||
| Expected Short fall | (1.32) | |||
| Skewness | (0.35) | |||
| Kurtosis | 1.94 |
CapitaLand Investment Backtested Returns
CapitaLand Investment appears to be slightly risky, given 3 months investment horizon. CapitaLand Investment secures Sharpe Ratio (or Efficiency) of 0.16, which signifies that the company had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for CapitaLand Investment Limited, which you can use to evaluate the volatility of the firm. Please makes use of CapitaLand Investment's Downside Deviation of 1.92, mean deviation of 0.9537, and Risk Adjusted Performance of 0.1288 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CapitaLand Investment holds a performance score of 13. The firm shows a Beta (market volatility) of 0.17, which signifies not very significant fluctuations relative to the market. As returns on the market increase, CapitaLand Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding CapitaLand Investment is expected to be smaller as well. Please check CapitaLand Investment's treynor ratio, downside variance, and the relationship between the total risk alpha and value at risk , to make a quick decision on whether CapitaLand Investment's price patterns will revert.
Auto-correlation | -0.6 |
Good reverse predictability
CapitaLand Investment Limited has good reverse predictability. Overlapping area represents the amount of predictability between CapitaLand Investment time series from 28th of October 2025 to 12th of December 2025 and 12th of December 2025 to 26th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CapitaLand Investment price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current CapitaLand Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Currently Active Assets on Macroaxis
Other Information on Investing in CapitaLand Stock
CapitaLand Investment financial ratios help investors to determine whether CapitaLand Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CapitaLand with respect to the benefits of owning CapitaLand Investment security.